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Consider the following information: State of Economy Probability of State of Economy Rate of Return if State Occurs .15 Boom Good Poor Bust Stock A

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Consider the following information: State of Economy Probability of State of Economy Rate of Return if State Occurs .15 Boom Good Poor Bust Stock A .30 .12 01 Stock B 45 .10 -.15 45 35 .05 Stock C 33 .15 -.05 ..09 -.06 -30 1. Your portfolio is invested 30% each in A and C, and 40% in B. What is the expected return on the portfolio? (Show your answer as a percentage with 2 decimal places, without a %. For example, 5.27.) (3 pts.) 2. What is the standard deviation of this portfolio? (Show your answer as a percentage with 2 decimal places, without a %. For example, 5.27.)

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